Normal equations and projection matrices


Questions:

Normal Equations and Projection Matrices

1. Consider the following subspaces of R4

V=span{v1,v2,v3}, W=span{w1,w2,w3}

where v1=(1,2,1,-2)T w1=(1,1,1,1)T

v2=(2,3,1,0)T w2=(1,0,1,-1)T

v3=(1,2,2,-3)T w3=(1,3,0,-4)T

a)Find two systems of homogeneous linear equations whose solution spaces are V and W, respectively.

b)Find a basis for V∩W by joining the systems obtained in (a) in one system and solving it. Explain why the solution of the latter is exactly V∩W.

c) Find dim V and dim W and calculate the dimension of V+W using the dimension formula

2. Solving the normal equation, find the least squares solution x0 of the system of linear equations

x+y+2z=2

x+2y+3z=-3

x+2y+z=4

x+y+4z=1

should use Maple or Matlab for calculations

3. Let W=span {u,v,w} where

u=(1,1,1,1)T

v=(1,1,1,0)T

w=(0,1,1,1)T and b=(2,1,0,1)T

a) Find the projection w=projw(b) of b onto W

b) Find the projection matrix P onto W and check that w=Pb

c) Find w'∈W⊥ such that b=w+w' 4. Prove that Null (ATA)=Null(A)

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Algebra: Normal equations and projection matrices
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